November 26, 2019 / 4:50 AM / 15 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 26

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.75/03.25     00.25/01.25       00.50/02.00
               01.27%          01.27%            01.27%
                             (Nov 25)          
1000        00.50/02.50     00.25/01.25       00.25/01.25
               01.27%          01.27%            01.27%
----------------------------------------------------------------
 TIME       DEC           JAN           FEB           MAR
----------------------------------------------------------------
 1000   19.50/21.00    40.00/42.00    58.50/60.50   80.00/82.00
 1100   19.75/21.25    40.25/42.25    59.25/61.25   80.25/82.25
 1200   19.50/21.50    40.00/42.00    59.00/61.00   80.50/82.50
 1300   19.50/21.00    40.00/42.00    59.25/61.25   80.75/82.75
 1400   19.50/21.50    40.00/42.00    58.75/60.75   80.50/82.50
 1500   19.50/21.50    40.00/42.00    58.75/60.75   80.25/82.25
 1600   19.50/21.00    40.00/42.00    58.50/60.50   79.75/81.75
 1715   19.50/21.50    40.00/42.00    59.00/61.00   80.75/82.75
                       (Closing Nov 25)
 1715   20.75/22.75    41.00/43.00    59.50/61.50   81.00/83.00
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 TIME       APR           MAY           JUN           JUL
-----------------------------------------------------------------
 1000  113.75/115.75 134.25/136.25  157.50/159.50  182.00/184.00
 1100  114.00/116.00 134.50/136.50  157.50/159.50  182.00/184.00
 1200  114.00/116.00 134.25/136.25  157.50/159.50  182.00/184.00
 1300  114.25/116.25 134.75/136.75  158.00/160.00  182.50/184.50
 1400  114.25/116.25 134.75/136.75  158.00/160.00  182.50/184.50
 1500  114.00/116.00 134.50/136.50  157.75/159.75  182.00/184.00
 1600  113.25/115.25 133.50/135.50  156.50/158.50  181.00/183.00
 1715  114.75/116.75 135.25/137.25  158.75/160.75  183.25/185.25
                       (Closing Nov 25)
 1715  114.75/116.75 135.00/137.00  158.25/160.25  182.50/184.50
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 TIME       AUG           SEP           OCT           NOV
-----------------------------------------------------------------
 1000 206.00/208.00  229.00/231.00  252.50/254.50  275.50/277.50
 1100 206.00/208.00  229.00/231.00  252.50/254.50  275.50/277.50
 1200 206.00/208.00  229.00/231.00  252.50/254.50  275.50/277.50
 1300 206.50/208.50  229.50/231.50  253.00/255.00  276.00/278.00
 1400 206.50/208.50  229.50/231.50  253.00/255.00  276.00/278.00
 1500 206.00/208.00  229.00/231.00  252.50/254.50  275.50/277.50
 1600 205.00/207.00  228.00/230.00  251.50/253.50  274.50/276.50
 1715 207.50/209.50  230.50/232.50  254.00/256.00  277.00/279.00
                       (Closing Nov 25)
 1715 206.50/208.50  229.25/231.25  252.50/254.50   00.50/02.00 
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 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
-----------------------------------------------------------------
 1000   3.22%    3.32%    3.33%       3.36%     3.82%   3.79%
 1100   3.26%    3.34%    3.37%       3.37%     3.83%   3.79%
 1200   3.27%    3.32%    3.36%       3.38%     3.83%   3.79%
 1300   3.23%    3.32%    3.38%       3.39%     3.84%   3.80%
 1400   3.27%    3.32%    3.35%       3.38%     3.84%   3.80%
 1500   3.27%    3.32%    3.35%       3.37%     3.84%   3.80%
 1600   3.23%    3.32%    3.33%       3.35%     3.81%   3.77%
 1715   3.27%    3.32%    3.37%       3.39%     3.86%   3.82%
                       (Closing Nov 25)
 1715   3.25%    3.29%    3.31%       3.34%     3.76%   3.76%
-----------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
-----------------------------------------------------------------
 1000   3.77%    3.82%    3.82%       3.83%     3.86%   3.87%
 1100   3.77%    3.82%    3.82%       3.83%     3.86%   3.87%
 1200   3.78%    3.82%    3.82%       3.83%     3.86%   3.87%
 1300   3.79%    3.84%    3.83%       3.84%     3.87%   3.88%
 1400   3.79%    3.83%    3.83%       3.84%     3.87%   3.88%
 1500   3.79%    3.83%    3.83%       3.84%     3.86%   3.88%
 1600   3.75%    3.80%    3.80%       3.81%     3.84%   3.86%
 1715   3.81%    3.86%    3.86%       3.86%     3.89%   3.90%
                       (Closing Nov 25)
 1715   3.75%    3.79%    3.80%       3.80%     3.83%   3.84%
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      (CONVERSION RATE - $1 = 71.4825/71.4925 rupees)
        
  Note: Figures in brackets indicate negative values.
    
    Premiums have been given in paise and annualised premiums            are on a rolling
monthly basis        . For the purpose of calculating the annualised premiums, the mid-figure   
between bid and ask is taken. Similarly we use Spot level indicative          bid and ask for
calculations.   
    
    These indicative rates          are based on contributions from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, HDFC bank, Indusind Bank,
Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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